Wow, evil person, making me narrow it down to just 3.
I read all previous posts for good measure. I have to say, Escapist, you've got good taste.
I do see a lot of honourable mentions, so I'll start with ones that didn't make the cut:
World of Warcraft: for sheer play-time, it has to be a nominee. So much to do, so much to see.
Simcity 4: I can achieve amazing states of bliss while playing games like this. I've spent hours building stuff, just to put it on pause, zoom out, and enjoy.
Rollercoaster Tycoon (1): See simcity
Telltale's Sam & Max series: No other game series has managed more laughs per minute for me than this. It almost made the top 3, if it wasn't for the next titles:
Top 3:
3: Ratchet & Clank series: I can't pick a favourite, the entire series is just guns guns guns. And I love that.
2: Mass Effect 2: The link from ME1 to ME2, using the savegame to deepen gameplay is marvellous, the story is wonderful. And the best part? It's not over yet.
1: Transport Tycoon Deluxe! No game has sucked away more time, and I still suck at it. But the enjoyment of the ka-ching when a train enters the station, I will treasure forever.
-edit- Oops, forgot to honourable-mention Psychonauts